+427.9%
LIN vs CRS
+814.8%
-386.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.4% |
| 7D | +0.2% | +7.4% | -7.2% | -1.2% |
| 30D | +6.2% | -21.2% | +27.4% | +10.2% |
| 3M | +9.3% | -43.3% | +52.6% | +21.0% |
| 6M | +4.4% | -29.4% | +33.8% | +9.7% |
| YTD | +23.7% | -4.7% | +28.4% | +20.8% |
| 1Y | +23.5% | -9.6% | +33.1% | +21.7% |
| 3Y | +35.8% | +355.5% | -319.7% | -12.4% |
| 5Y | +65.9% | +826.6% | -760.7% | -14.0% |
| All | +427.9% | +814.8% | -386.9% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling